Many “Saturday Night Live” alumni paid their dues in the trenches of stand-up comedy. Jon Lovitz went a different route.

He studied theater arts in college, and he cut his teeth not in late-night slots at smoky comedy clubs but at community theaters and renaissance fairs.

In 1985, he signed on to “SNL” and joined the rarefied air of stand-up legends such as Billy Crystal, Eddie Murphy and Steve Martin. But after retiring from “SNL” and landing numerous movie and television roles, including on Fox’s animated series “The Critic,” Lovitz wanted to try his luck with stand-up.

In 2005, Lovitz embarked on a stand-up career. Although it’s challenging to relearn comedy from the ground up, he says he’s having a great time doing it.

“It’s very scary. It’s so hard because it’s only you up there,” he says.

Lovitz, who is appearing Thursday through Sunday at Cobb’s Comedy Club in San Francisco, says his act is very different from the skit-style comedy of “SNL.” Gone are his signature characters such as pathological liar Tommy Flanagan. His take is uniquely his own as he leads audiences on a tour of reality through the eyes of Jon Lovitz.

“It’s more like just me — talking about stuff that I talk about. I talk about how I grew up, my personal life, women, politics, Bush, Democrats, Republicans, being Jewish,” he explains. “Whatever topic that I think of that I think is funny.”

But he adds, “I’m not going to limit myself to being a certain kind of comedian. I’m trying to be funny the way I am funny.”

Since Lovitz began stand-up, his bookings have flourished. He tours every other week and performs at clubs, colleges and casinos across the country to rave reviews. “I didn’t really expect that it would go this well. I got this review from a college newspaper, and it was the best review of my life,” he says.

He admits he’s having an easier time of itbecause audiences know his name, but he also credits his “SNL” friends for their encouragement.

“It’s great. … It’s very honest. It’s very clean,” he says. “The biggest thing is that I overcame the fear to do it. I thought it would take years before I’d get good. I didn’t expect this.”

Jon Lovitz

When: Thursday at 8 p.m.; Friday-Saturday at 8 p.m. and 10:15 p.m.; and Sunday at